The scaling limit of Poisson-driven order statistics with applications in geometric probability

Stochastic Processes and their Applications

Volumn 122, Issue 12, 2012, Pages 4096-4120

  Schulte, Matthias ^a   Thäle, Christoph ^a  

^a UNIVERSITY OF OSNABRÜCK   (Germany)

Author keywords

Chen Stein method; Extreme values; Geometric probability; Integral geometry; Limit theorems; Malliavin calculus; Order statistics; Poisson flats; Poisson process approximation; Poisson space; Random polytopes; Scaling limit; Stochastic geometry; U statistics; Wiener It chaos decomposition

Indexed keywords

CHEN-STEIN METHOD; EXTREME VALUE; GEOMETRIC PROBABILITY; INTEGRAL GEOMETRY; LIMIT THEOREM; MALLIAVIN CALCULUS; ORDER STATISTICS; POISSON FLATS; POISSON PROCESS APPROXIMATION; POISSON SPACE; RANDOM POLYTOPES; SCALING LIMITS; STOCHASTIC GEOMETRY; U-STATISTICS;

APPROXIMATION THEORY; DECOMPOSITION; POISSON DISTRIBUTION; PROBABILITY;

GEOMETRY;

EID: 84866179212     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2012.08.011     Document Type: Article

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